-99.9%
DFNS vs ROK
+112.6%
-212.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | -16.0% | +0.7% | -16.7% | -16.0% |
| 30D | -77.7% | -3.3% | -74.4% | -77.6% |
| 3M | -77.2% | -5.9% | -71.3% | -77.0% |
| 6M | -95.2% | +13.9% | -109.0% | -95.1% |
| YTD | -98.0% | +12.6% | -110.5% | -97.9% |
| 1Y | -98.3% | +28.6% | -126.9% | -98.2% |
| 3Y | -99.9% | +45.1% | -145.0% | -99.9% |
| 5Y | -99.9% | +45.6% | -145.4% | -99.9% |
| All | -99.9% | +112.6% | -212.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling